Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49124.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 38843.29 Kr¶

PnL: ---------------------------------------> 7.37 Kr¶

DD now: ---------------------------------> -7.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:09:28.690840'

Anic Portfolio¶

Today¶

Return: -0.363 %¶

This Week¶

Return: -0.363 %¶

Total portfolio value¶

Return including deposits: 60.82 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.350000 1660.860000 193.320000 13.170000 1467.540000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Addnode Group B 11 0.780000 925.650000 7.150000 0.780000 918.500000
Clas Ohlson B 12 0.560000 976.200000 5.400000 0.560000 970.800000
Orrön Energy 180 0.130000 2043.000000 5.400000 0.270000 2037.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
AcadeMedia 8 0.300000 404.000000 2.800000 0.700000 401.200000
Alimak Group 11 0.240000 928.400000 2.200000 0.240000 926.200000
Hoist Finance 35 0.180000 980.000000 1.750000 0.180000 978.250000
JM 6 0.070000 862.800000 0.600000 0.070000 862.200000
Platzer Fastigheter Holding B 12 0.000000 958.800000 0.000000 0.000000 958.800000
OX2 13 -0.070000 947.050000 -0.650000 -0.070000 947.700000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Sagax B 4 -0.230000 850.000000 -2.000000 -0.230000 852.000000
EQT 4 -0.430000 826.000000 -3.600000 -0.430000 829.600000
Bufab 3 -0.430000 1101.600000 -4.800000 -0.430000 1106.400000
Catena 2 -0.660000 784.400000 -5.200000 -0.660000 789.600000
Nordic Waterproofing Holding 7 -0.580000 959.000000 -5.600000 -0.580000 964.600000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
INVISIO 16 -0.220000 3672.000000 -8.000000 -0.220000 3680.000000
BHG Group 97 -0.670000 1446.270000 -8.730000 -0.600000 1455.000000
Atrium Ljungberg B 5 -0.960000 924.000000 -9.000000 -0.960000 933.000000
Indutrade 5 -0.780000 1205.000000 -9.500000 -0.780000 1214.500000
Hexagon B 26 -0.380000 3438.500000 -13.000000 -0.380000 3451.500000
Latour B 4 -1.820000 839.600000 -15.600000 -1.820000 855.200000
Vitec Software Group B 2 -1.570000 1067.000000 -17.000000 -1.570000 1084.000000
Hexatronic Group 12 -3.980000 926.160000 -38.400000 -3.980000 964.560000
VEF 909 -4.020000 1778.000000 -67.270000 -3.650000 1845.270000
TOTAL 38843.290000 7.370000 -7.52273% 38835.920000

Updated:¶

'2023-07-03 09:09:45.736586'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶